Last Update: 31 Oct 2020 1:15 GMT+0
The Canada 10Y Government Bond has a 0.665% yield.
10 Years vs 2 Years bond spread is 40.2 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 33.30 and implied probability of default is 0.56%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 7.7 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 13.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 40.2 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA+
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 33.30 | 0.00 % | 0.00 % | +6.73 % | 0.56 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.122% | -1.8 bp | -7.6 bp | ||||||
| 2 months | 0.092% | -4.6 bp | -9.2 bp | ||||||
| 3 months | 0.087% | -3.1 bp | -16.7 bp | ||||||
| 6 months | 0.117% | -2.9 bp | -15.3 bp | ||||||
| 1 year | 0.186% | -0.8 bp | -12.9 bp | 99.81 | 0.00 % | +0.12 % | |||
| 2 years | 0.263% | +2.0 bp | -4.6 bp | 99.48 | -0.04 % | +0.10 % | |||
| 3 years | 0.276% | +2.3 bp | -1.0 bp | 99.18 | -0.06 % | +0.03 % | |||
| 4 years | 0.327% | +5.1 bp | -2.4 bp | 98.70 | -0.20 % | +0.09 % | |||
| 5 years | 0.398% | +5.0 bp | +2.3 bp | 98.03 | -0.25 % | -0.12 % | |||
| 7 years | 0.397% | +6.7 bp | +1.7 bp | 97.26 | -0.47 % | -0.12 % | |||
| 10 years | 0.665% | +11.4 bp | +14.1 bp | 93.59 | -1.12 % | -1.39 % | |||
| 20 years | 0.934% | +11.5 bp | +5.0 bp | 83.03 | -2.26 % | -0.99 % | |||
| 30 years | 1.256% | +15.3 bp | +17.3 bp | 68.77 | -4.43 % | -5.00 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 0.665% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 129.3 bp | +20.7 | +18.3 | ||
| France 10Y | 101.3 bp | +21.0 | +38.1 | ||
| Japan 10Y | 62.8 bp | +9.6 | +8.9 | ||
| Spain 10Y | 53.6 bp | +22.1 | +73.6 | ||
| United Kingdom 10Y | 39.9 bp | +9.5 | +11.6 | ||
| Italy 10Y | -5.6 bp | +21.5 | +117.5 | ||
| Australia 10Y | -18.0 bp | +13.9 | +15.7 | ||
| United States 10Y | -20.9 bp | -8.1 | -11.5 | ||
| China 10Y | -254.5 bp | +6.1 | -55.4 | ||
| India 10Y | -521.6 bp | +22.9 | +37.0 | ||
| Russia 10Y | -550.0 bp | +15.9 | +8.1 | ||
| Brazil 10Y | -690.2 bp | -12.5 | +12.0 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.256% | 68.77 | 93.63 | 143.37 | 193.10 | 242.84 | 292.57 | |
| 20 years | 0.934% | 83.03 | 101.20 | 137.53 | 173.86 | 210.20 | 246.53 | |
| 10 years | 0.665% | 93.59 | 103.23 | 122.52 | 141.81 | 161.09 | 180.38 | |
| 7 years | 0.397% | 97.26 | 104.15 | 117.94 | 131.72 | 145.50 | 159.28 | |
| 5 years | 0.398% | 98.03 | 102.97 | 112.86 | 122.74 | 132.62 | 142.50 | |
| 4 years | 0.327% | 98.70 | 102.67 | 110.61 | 118.54 | 126.48 | 134.41 | |
| 3 years | 0.276% | 99.18 | 102.16 | 108.13 | 114.09 | 120.06 | 126.03 | |
| 2 years | 0.263% | 99.48 | 101.47 | 105.45 | 109.44 | 113.42 | 117.41 | |
| 1 year | 0.186% | 99.81 | 100.81 | 102.81 | 104.81 | 106.80 | 108.80 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||